Anic Equity¶

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Total return since start: 0.554 %¶

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Equity now: -----------------------------> 47479.75 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46081.76 Kr¶

PnL: ---------------------------------------> -806.81 Kr¶

DD now: ---------------------------------> -2.365 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 10:00:51.373655'

Anic Portfolio¶

Today¶

Return: 0.359 %¶

This Week¶

Return: -0.904 %¶

Total¶

Return: 55.436 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.640000 3130.000000 203.000000 6.940000 2927.000000
HEBA B 70 0.510000 2786.000000 150.000000 5.690000 2636.000010
HMS Networks 2 -1.870000 776.000000 103.000000 15.300000 673.000000
Nordea Bank Abp 29 0.800000 3511.320000 57.320000 1.660000 3453.999992
SAAB B 8 -0.650000 3420.800000 43.800000 1.300000 3377.000000
MedCap 2 0.000000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 1.330000 395.000000 40.000000 11.270000 355.000000
Corem Property Group B 59 1.580000 608.290000 31.290000 5.420000 576.999999
Intrum 4 2.130000 556.400000 29.400000 5.580000 527.000000
Resurs Holding 22 0.890000 599.060000 25.060000 4.370000 573.999998
Boozt 12 0.220000 1675.200000 21.200000 1.280000 1653.999996
OEM International B 7 0.380000 548.100000 20.100000 3.810000 527.999997
AcadeMedia 12 -0.710000 574.560000 17.560000 3.150000 557.000004
Eastnine 4 0.790000 508.000000 17.000000 3.460000 491.000000
Swedbank A 3 0.760000 580.200000 16.200000 2.870000 564.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Securitas B 6 1.230000 583.200000 13.200000 2.320000 570.000000
Creaspac SPAC 6 0.410000 583.200000 6.200000 1.070000 577.000002
Norva24 Group 16 -0.870000 549.120000 6.120000 1.130000 543.000000
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 1.650000 250.800000 4.800000 1.950000 246.000000
Coor Service Management Hold. 8 0.000000 535.600000 3.600000 0.680000 532.000000
Handelsbanken A 5 0.460000 542.500000 -3.500000 -0.640000 546.000000
Midsona B 63 0.670000 572.040000 -10.960000 -1.880000 582.999984
Essity B 2 0.800000 553.600000 -20.400000 -3.550000 574.000000
CTEK 13 -4.360000 507.520000 -26.480000 -4.960000 533.999999
International Petroleum Corp. 5 2.810000 567.500000 -27.070000 -4.550000 594.565215
Essity A 4 1.280000 1112.000000 -37.000000 -3.220000 1149.000000
Vivesto 1368 -0.050000 553.770000 -59.230000 -9.660000 612.999432
Sampo Oyj SDB 7 0.470000 3776.500000 -73.500000 -1.910000 3850.000000
Fasadgruppen Group 35 1.550000 3668.000000 -143.000000 -3.750000 3810.999990
Beijer Electronics Group 26 0.190000 2808.000000 -163.000000 -5.490000 2971.000006
OX2 18 -0.130000 1416.600000 -247.400000 -14.870000 1663.999992
Axfood 13 0.520000 3486.600000 -269.400000 -7.170000 3756.000001
Ovzon 52 -0.370000 2766.400000 -595.600000 -17.720000 3361.999992
TOTAL 46081.180000 -807.390000 -2.36628% 46888.564618

Updated:¶

'2023-01-27 10:00:15.464125'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶